Police have obtained CCTV footage of the 'mystery man' who was with Cassie Sainsbury.

One month after 22-year-old South Australian Cassandra Sainsbury was arrested on charges of drug trafficking at a Bogota airport, Colombian police have taken the first steps in investigating her claims that she was ‘set up’.

According to News Corp Australia, Colombian investigators have seized the only piece of evidence that could prove Cassie’s innocence: CCTV footage of her being visited by a man in the lobby of her hotel.

Watch: The first footage of Cassie Sainsbury behind bars. Post continues after video.

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Last week Hernandez told 9 News that unlike other guests, Cassie chose to stay in her room for most of her stay.

"I thought it was strange that she didn't go out like most visitors do," she said.

Speaking to The Daily Telegraph, the manager also confirmed that Cassie's sole visitor during her stay - which she didn't make a reservation for and paid for two days at a time - was a "well-dressed Colombian man".

"Normal height, normal build. He could have been in his late 20s, 30s. He had short brown gelled hair," she said.